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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Stock, James H."
~subject:"Time series analysis"
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Time series analysis
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82
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81
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39
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31
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17
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
Stock, James H.
Gupta, Rangan
26
Chang, Tsangyao
14
Marcellino, Massimiliano
11
Tiwari, Aviral Kumar
11
Li, Jia
10
Ranjbar, Omid
10
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9
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8
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7
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7
Nonejad, Nima
7
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6
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6
Boubaker, Heni
6
Canarella, Giorgio
6
Guérin, Pierre
6
Jawadi, Fredj
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Kim, Donggyu
6
Narayan, Paresh Kumar
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Omay, Tolga
6
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Sun, Yuying
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Tauchen, George Eugene
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Carcel, Hector
5
Forni, Mario
5
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5
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Applied economics
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Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Finance research letters
2
International review of economics & finance : IREF
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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11
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
12
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
13
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
14
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
15
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
16
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
17
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
18
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
19
Inflation in Argentina : analysis of persistence using fractional integration
Isoardi, Mateo
;
Gil-Alaña, Luis A.
- In:
Eastern economic journal
45
(
2019
)
2
,
pp. 204-223
Persistent link: https://www.econbiz.de/10012302283
Saved in:
20
Long memory in Turkish unemployment rates
Gil-Alaña, Luis A.
;
Ozdemir, Zeynel Abidin
;
Tansel, Aysıt
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10012210465
Saved in:
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